Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47446.49 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46051.51 Kr¶

PnL: ---------------------------------------> -837.06 Kr¶

DD now: ---------------------------------> -2.433 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 09:55:03.945731'

Anic Portfolio¶

Today¶

Return: 0.025 %¶

This Week¶

Return: -0.973 %¶

Total¶

Return: 55.328 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.750000 2810.500000 174.500000 6.620000 2636.000010
HMS Networks 2 15.850000 801.200000 128.200000 19.050000 673.000000
FM Mattsson Mora Group B 50 0.170000 3015.000000 88.000000 3.010000 2927.000000
SAAB B 8 0.310000 3418.400000 41.400000 1.230000 3377.000000
MedCap 2 0.000000 461.000000 40.000000 9.500000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.560000 394.200000 39.200000 11.040000 355.000000
Intrum 4 6.340000 563.800000 36.800000 6.980000 527.000000
Corem Property Group B 59 -0.670000 613.010000 36.010000 6.240000 576.999999
Resurs Holding 22 -0.840000 596.860000 22.860000 3.980000 573.999998
AcadeMedia 12 -1.230000 578.400000 21.400000 3.840000 557.000004
Eastnine 4 1.590000 510.400000 19.400000 3.950000 491.000000
Boozt 12 -0.070000 1666.800000 12.800000 0.770000 1653.999996
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
Norva24 Group 16 0.700000 550.080000 7.080000 1.300000 543.000000
OEM International B 7 -0.520000 534.800000 6.800000 1.290000 527.999997
Swedbank A 3 -1.630000 570.300000 6.300000 1.120000 564.000000
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Securitas B 6 -0.700000 574.680000 4.680000 0.820000 570.000000
Samhällsbyggnadsbo. i Norden D 12 0.480000 248.880000 2.880000 1.170000 246.000000
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Coor Service Management Hold. 8 -0.670000 531.600000 -0.400000 -0.080000 532.000000
CTEK 13 0.050000 529.360000 -4.640000 -0.870000 533.999999
Handelsbanken A 5 -0.880000 535.000000 -11.000000 -2.010000 546.000000
Midsona B 63 1.010000 567.000000 -16.000000 -2.740000 582.999984
Nordea Bank Abp 29 -1.020000 3433.600000 -20.400000 -0.590000 3453.999992
Essity B 2 -1.900000 548.600000 -25.400000 -4.430000 574.000000
Beijer Electronics Group 26 -6.290000 2943.200000 -27.800000 -0.940000 2971.000006
International Petroleum Corp. 5 0.270000 554.000000 -40.570000 -6.820000 594.565215
Essity A 4 -2.500000 1090.000000 -59.000000 -5.130000 1149.000000
Vivesto 1368 1.740000 542.820000 -70.180000 -11.450000 612.999432
Sampo Oyj SDB 7 -1.470000 3759.000000 -91.000000 -2.360000 3850.000000
Fasadgruppen Group 35 1.160000 3675.000000 -136.000000 -3.570000 3810.999990
Axfood 13 -1.850000 3510.000000 -246.000000 -6.550000 3756.000001
OX2 18 0.190000 1405.800000 -258.200000 -15.520000 1663.999992
Ovzon 52 2.640000 2834.000000 -528.000000 -15.700000 3361.999992
TOTAL 46060.490000 -828.080000 -2.41502% 46888.564618

Updated:¶

'2023-01-26 09:54:41.039270'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶